Strong solutions of jump-type stochastic equations

Zenghu Li (Beijing Normal University)
Fei Pu (Beijing Normal University)

Abstract


We establish the existence and uniqueness ofstrong solutions to some jump-type stochastic equations under non-Lipschitz conditions. The results improve those of Fu and Li (2010) and Li and Mytnik (2011).

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Pages: 1-13

Publication Date: July 28, 2012

DOI: 10.1214/ECP.v17-1915

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